Different faces of various crystal forms have different properties when it comes to attaching new molecules to the crystal.  Some faces present more favorable sites for attachment of new molecules, so growth is faster (and the crystal becomes longer) in those directions.  Certain faces--maybe the same ones, maybe different ones--"catch" impurities more easily, whether it is sand in Oklahoma gypsum crystals, fluorescent or fluorescence-activating impurities in Alberta gypsum, or purple coloring agents in Moroccan amethyst.

Why the hourglass shape?  Early in its existence the crystal is small, and the faces that catch impurities are small.  As the crystal extends in that direction, the faces become progressively wider as the sides fill in (albeit more slowly) as well.  The result is a series of progressively wider zones of inclusions which end up forming an hourglass shape.

Opaque crystals surely form hourglass zones more often than we realize because we can't see their interiors easily.  I suspect the X-shaped zones in the chiastolite variety of andalusite probably form something like hourglass shapes, and that probably applies to the figures in "cherry blossom stone" muscovite pseudomorphs after cordierite as well.